✦ LIBER ✦

Common volatility in S&P 500 stock index and S&P 500 index futures prices during October 1987

✍ Scribed by Bala Arshanapalli; John Doukas

Publisher: John Wiley and Sons
Year: 1994
Tongue: English
Weight: 560 KB
Volume: 14
Category: Article
ISSN: 0270-7314
DOI: 10.1002/fut.3990140805

No coin nor oath required. For personal study only.

✦ Synopsis

We are grateful to Paul D. Koch (referee) and an anonymous referee for helpful comments and suggestions.

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